数学杂志2023，Vol.43Issue(2)：126-134,9.
线性随机场的经验周期图的中偏差
MODERATE DEVIATIONS FOR EMPIRICAL PERIODOGRAM OF LINEAR RANDOM FIELDS
张施灵1
作者信息
- 1. 武汉大学数学与统计学院,湖北武汉430072
- 折叠
摘要
Abstract
In this paper,we prove moderate deviations for quadratic forms and empirical periodograms of linear random fields.The main assumptions on the linear random fields are a Logarithmic Sobolev Inequality for the driving random variables and some integrability conditions for the spectral density.As statistical applications,we give the moderate deviation estimates of the least square and the Yule-Walker estimators for unilateral autoregression stationary fields.The results above are generalizations of the results for linear random processes in[8].关键词
线性随机场/中偏差原理/经验周期图Key words
linear random fields/moderate deviation principle/empirical periodogram分类
数理科学引用本文复制引用
张施灵..线性随机场的经验周期图的中偏差[J].数学杂志,2023,43(2):126-134,9.
